Worksheet 25: Higher Order Linear ODE and Systems of ODE

Worksheet 25: Higher order linear ODE and
systems of ODE
1. NS&S, 6.1.2. √
Solution: The interval is (0, ∞), because that’s where the coefficient x
is well-defined and continuous.
2. NS&S, 6.1.17.
Solution: We substitute y = xk into the equation to yield
x3 y 000 − 3x2 y 00 + 6xy 0 − 6y

= (k 3 − 6k 2 + 11k − 6)xk = (k − 1)(k − 2)(k − 3)xk .
Therefore, x, x2 , x3 solve the considered equation. Next, the Wrosnkian is

 
x x 2 x3
W (x, x2 , x3 ) = det  1 2x 3x2  = 2x3 .
0 2 6x
Since the Wronskian is not identically equal to zero, the functions {x, x2 , x3 }
form a linearly independent set and thus a fundamental system of solutions
for our equation.
3. NS&S, 6.1.21.
Solution: (a) The general solution is y = ln x+c1 x+c2 x ln x+c3 x(ln x)2 ,
where c1 , c2 , c3 ∈ R are arbitrary. (b) We find
y 0 (x) = x−1 + c1 + c2 (1 + ln x) + c3 (2 + ln x) ln x,
y 00 (x) = −x−2 + c2 x−1 + 2c3 x−1 (1 + ln x);
3 = y(1) = c1 ,
3 = y 0 (1) = 1 + c1 + c2 ,
0 = y 00 (1) = −1 + c2 + 2c3 ;
1
solving this system of linear equations in c1 , c2 , c3 , we find
c1 = 3, c2 = −1, c3 = 1;
therefore, the solution to our initial-value problem is
y = ln x + 3x − x ln x + x(ln x)2 .
4. NS&S, 6.2.2.
Solution: The auxiliary equation is r3 − 3r2 − r + 3 = 0; the roots are
r = −1, 1, 3. The fundamental system is {e−x , ex , e3x }; the general solution
is c1 e−x + c2 ex + c3 e3x .
5. NS&S, 6.2.13.
Solution:
√ The auxiliary equation is r4 + 4r2 + 4 = 0; the solutions are
r = ±i 2, both with multiplicity 2. The fundamental system is
√ √ √ √
{cos( 2x), sin( 2x), x cos( 2x), x sin( 2x)};
the general solution is

√ √ √ √
y = c1 cos( 2x) + c2 sin( 2x) + c3 x cos( 2x) + c4 x sin( 2x).
6. NS&S, 6.2.17.
Solution: The auxiliary equation is
(r + 4)(r − 3)(r + 2)3 (r2 + 4r + 5)2 r5 = 0;
the roots are r = −4, 3 (multiplicity 1), r = −2 + i, −2 − i (multiplicity 2),

r = −2 (multiplicity 3), r = 0 (multiplicity 5); the fundamental system is
{e−4x , e3x , e−2x cos x, e−2x sin x, xe−2x cos x, xe−2x sin x,
e−2x , xe−2x , x2 e−2x , 1, x, x2 , x3 , x4 }.
7.* Draw the trajectories (y(t), y 0 (t)) on the plane R2 , where y(t) solves
the following initial-value problems:
(a) y 00 − y = 0, y(0) = 1, y 0 (0) = 0;
(b) y 00 − y = 0, y(0) = 1, y 0 (0) = 1;
(c) y 00 − y = 0, y(0) = 1, y 0 (0) = −1;
2
(d) y 00 + y = 0, y(0) = 1, y 0 (0) = 0;
(e) y 00 + y = 0, y(0) = 0, y 0 (0) = 0;
(f) y 00 + 2y 0 + 2y = 0, y(0) = 1, y 0 (0) = 0.
Solution: (a) We have

y(t) t 1/2 −t 1/2
=e +e ;
y 0 (t) 1/2 −1/2
since et · e−t = 1, the trajectory, taken in the coordinate system induced by

the vectors (1/2, 1/2) and (−1/2, −1/2), lies on a hyperbola.
(b) We have
y(t) t 1
=e ;
y 0 (t) 1
the trajectory consists of all positive multiples of the vector (1, 1) and thus
is a ray.
(c) We have
y(t) −t 1
=e ;
y 0 (t) −1
the trajectory is a ray, as in (b).
(d) We have
y(t) cos t
= ;
y 0 (t) sin t
since cos2 t + sin2 t = 1 for all t, the trajectory is a circle.
(e) We have
y(t) 0
0 = ;
y (t) 0
the trajectory is a single point. (This is called a stationary point.)
(f) We have
y(t) t 1 t −1
= e cos t + e sin t .
y 0 (t) 0 −2
The coordinates of this vector with respect to the basis {(1, 0), (−1, −2)} are
~v (t) = (et cos t, et sin t). We can write ~v (t) = et (cos t, sin t); we see that its
length is et , while its polar angle is t. Therefore, the trajectory of ~v (t), and
thus of the original vector, is a logarithmic spiral.
8. NS&S, 9.1.2.
3
Answer: 0
x 0 1 x
= .
y −1 0 y
9. NS&S, 9.1.8.
Solution: We divide the equation by 1 − t2 to get
2t 0 2
y 00 − 2
y + y = 0;
1−t 1 − t2
we can rewrite it as
0
y 0 1 y
= 2 2t 0 .
y0 − 1−t2 1−t2 y
10. NS&S, 9.1.11.

Answer:  0   
x 0 1 0 0 x
x0  −3 0 −2 0 x0 
 
  = .
y 0 0 0 1  y 
0
y 2 0 0 0 y0
11. NS&S, 9.4.20.
Solution: We compute the Wronskian:
−t
3e e4t
W = det = −5e3t ;
2e−t −e4t
since it is not identically zero, the given vectors form a fundamental solution
set and the general solution is given by

−t 3 4t 1
c1 e + c2 e .
2 −1
12. NS&S, 9.5.12.

Solution: The characteristic polynomial is λ2 − 2λ − 35; the eigenvalues
are −5, 7. A basis for the eigenspace for λ = −5 is {(−1, 2)}; a basis for the
eigenspace for λ = 7 is {(1, 2)}. Therefore, a fundamental system of solutions
is
−5t −1 7t 1
e ,e .
2 2
4
13. NS&S, 9.5.17.
Solution: (a) We verify that A~u1 = 2~u1 and A~u2 = −2~u2 . (As a harder
exercise, try to prove that the matrix A/2 is actually the standard matrix of
a certain reflection in R2 .)
(b) The solution is −e2t~u1 . The trajectory consists of all negative multi-
ples of ~u1 and is a ray (starting from the origin, but not containing it).
(c) Similar to (b).
(d) The solution is −e2t~u1 + e−2t~u2 ; the coordinates of a point on the
trajectory in the basis {~u1 , ~u2 } are (e2t , e−2t ) = (f (t), g(t)). Since f (t)·g(t) =
1 for all t, we see that these coordinates lie on a hyperbola.
14. NS&S, 9.5.31.
Solution: The eigenvalues are −2, 4; a basis of the eigenspace for λ =
−2 is {(−1, 1)} and a basis of the eigenspace for λ = 4 is {(1, 1)}. The
general solution is
−2t −1 4t 1
y = c1 e + c2 e .
1 1
Plugging in the initial condition, we get

−1 1 3
c1 + c2 = ;
1 1 1
solving this vector equation, we get c1 = −1, c2 = 2; the solution to the
initial value problem is

−2t 1 4t 2
y=e +e .
−1 2
15.* NS&S, 9.5.37.

Solution: (a) Direct verification, using the fact that A is upper triangu-
lar.
(b) Take ~u1 = (1, 0, 0); then A~u1 = 2~u1 . We calculate
~x01 (t) = (e2t~u1 )0 = 2e2t~u1 = 2~x1 (t) = A~x1 (t).
Therefore, ~x1 (t) is a solution to the equation ~x0 = A~x.
(c) Using that A~u1 = 2~u1 , we get
~x02 (t) = 2te2t~u1 + e2t (~u1 + 2~u2 );
A~x2 (t) = 2te2t~u1 + e2t A~u2 ;
5
for these two vector-valued functions to be equal, we need
~u1 + 2~u2 = A~u2 ,
or (A−2I)~u2 = ~u1 . We solve this equation for ~u2 (recalling that ~u1 = (1, 0, 0))
and get    
0 1
~u2 = 1 + c 0 , c ∈ R.
  
0 0
We are free to choose any value of c (this will add a multiple of the solution
found in (b) to our solution); we pick c = 0 and then ~u2 = (0, 1, 0).
(d) Using that A~u1 = 2~u1 and A~u2 = 2~u2 + ~u1 , we get
~x03 (t) = t2 e2t~u1 + te2t (~u1 + 2~u2 ) + e2t (~u2 + 2~u3 );

A~x3 (t) = t2 e2t~u1 + te2t (2~u2 + ~u1 ) + e2t A~u3 ;
for these two vector-valued functions to be equal, we need
~u2 + 2~u3 = ~u3 ,
or (A − 2I)~u3 = ~u2 . Similarly to the above, we can solve for ~u3 ; one possible
solution is ~u3 = (0, 0, 1).

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Worksheet 25: Higher order linear ODE and

x3 y 000 − 3x2 y 00 + 6xy 0 − 6y

Therefore, x, x2 , x3 solve the considered equation. Next, the Wrosnkian is

therefore, the solution to our initial-value problem is

the general solution is

(r + 4)(r − 3)(r + 2)3 (r2 + 4r + 5)2 r5 = 0;

the roots are r = −4, 3 (multiplicity 1), r = −2 + i, −2 − i (multiplicity 2),

since et · e−t = 1, the trajectory, taken in the coordinate system induced by

10. NS&S, 9.1.11.

12. NS&S, 9.5.12.

15.* NS&S, 9.5.37.

~u1 + 2~u2 = A~u2 ,

~x03 (t) = t2 e2t~u1 + te2t (~u1 + 2~u2 ) + e2t (~u2 + 2~u3 );

for these two vector-valued functions to be equal, we need

~u2 + 2~u3 = ~u3 ,

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